+528.2%
AMKR vs STLA
+55.1%
+473.1%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.3% | +2.2% | +3.3% |
| 7D | +8.3% | -2.9% | +11.2% | +9.7% |
| 30D | -6.8% | +0.9% | -7.7% | -8.0% |
| 3M | -31.9% | -21.6% | -10.3% | -24.6% |
| 6M | +18.4% | -21.6% | +40.0% | +30.9% |
| YTD | +31.7% | -50.4% | +82.1% | +76.0% |
| 1Y | +105.2% | -43.6% | +148.8% | +154.1% |
| 3Y | +147.7% | -66.4% | +214.2% | +283.0% |
| 5Y | +99.4% | -62.3% | +161.7% | +182.5% |
| All | +528.2% | +55.1% | +473.1% | +475.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded STLA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling